X-Frame-Options tells the browser whether you want to allow your site to be framed or not. By preventing a browser from framing your site you can defend against attacks like clickjacking.

X-Xss-Protection

X-XSS-Protection sets the configuration for the XSS Auditor built into older browser. The recommended value was "X-XSS-Protection: 1; mode=block" but you should now look at Content Security Policy instead.

X-Content-Type-Options

X-Content-Type-Options stops a browser from trying to MIME-sniff the content type and forces it to stick with the declared content-type. The only valid value for this header is "X-Content-Type-Options: nosniff".

Referrer-Policy

Referrer Policy is a new header that allows a site to control how much information the browser includes with navigations away from a document and should be set by all sites.

Strict-Transport-Security

HTTP Strict Transport Security is an excellent feature to support on your site and strengthens your implementation of TLS by getting the User Agent to enforce the use of HTTPS.